repo.blue

FINOS-CDM-6.0-d07

repository: Blue Repository

AdjustableOrAdjustedOrRelativeDate

FINOS-CDM-6.0-d07
Blue ID: FYJyVGYxP2GD7vW6m7fwvfBppdWaSDvxizuhuvvgtibD

This Rosetta class specifies the date as either an unadjusted, adjusted or relative date. It supplements the features of the AdjustableOrAdjustedDate to support the credit default swap option premium, which uses the relative date construct.

Repository version
Type Alias
FINOS-CDM-6.0-d07/AdjustableOrAdjustedOrRelativeDate
Type Definition
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Type References